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Browsing by Author "Bettendorf, Timo"

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    • 2013-02-28Buch
      Are There Bubbles in the Sterling-dollar Exchange Rate? 
      New Evidence from Sequential ADF Tests
      Bettendorf, Timo; Chen, Wenjuan
      There has been mixed evidence regarding the existence of rational bubbles in the foreign exchange markets. This paper introduces recently developed sequential unit root tests into the analysis of exchange rates bubbles. ...
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